| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387089.7391 | 332938.1525 | 54151.5866 | -42527.861 | 295500.3729 | -338028.2339 |
| Total P&L (%) | 387.0897 | 332.9382 | 54.1516 | -42.5279 | 295.5004 | -338.0282 |
| Avg Daily Profit (%) | 0.2055 | 0.1767 | 0.0287 | -0.0294 | 0.073 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142072 | -106737 | -182187 | -499810 | -224631 | -587874 |
| Profit Factor | 1.1403 | 1.2713 | 1.0353 | 0.9918 | 1.138 | 0.8886 |
| Total Trades | 959 | 480 | 479 | 959 | 480 | 479 |
| Winning Trades | 414 | 212 | 202 | 414 | 212 | 202 |
| Losing Trades | 545 | 268 | 277 | 545 | 268 | 277 |
| Profitability (%) | 43.17 | 44.1667 | 42.1712 | 43.17 | 44.1667 | 42.1712 |
| Ratio Avg Win / Avg Loss | 1.5011 | 1.6071 | 1.4198 | 1.3056 | 1.4387 | 1.2186 |
| Largest Winning Trade | 115459 | 115459 | 57221 | 186900 | 186900 | 138521 |
| Largest Losing Trade | -40200 | -40200 | -32106 | -109586 | -51313 | -109586 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 32 | 31 | 34 | 32 | 31 | 34 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 22539 | 10986 | 11553 | 22539 | 10986 | 11553 |
| Profit Streak | 0 | 0 | 11.2472 | 0 | 0 | 11.2472 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -54386 | 302530 | -336480 | -576064 | -164187 | -578406 |
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22609,
"evaluation_days": 1884.08,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597708800000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760291759974,
"expiration_time": 1766145052800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 31,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
387089.7391052161,
332938.1524760516,
54151.5866291635,
-42527.8610221955,
295500.3729136715,
-338028.2339358677
],
[
387.089739,
332.938152,
54.151587,
-42.527861,
295.500373,
-338.028234
],
[
0.205453,
0.176711,
0.028742,
-0.029393,
0.073006,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-142072,
-106737,
-182187,
-499810,
-224631,
-587874
],
[
1.140287,
1.27128,
1.035347,
0.991783,
1.138039,
0.888618
],
[
959,
480,
479,
959,
480,
479
],
[
414,
212,
202,
414,
212,
202
],
[
545,
268,
277,
545,
268,
277
],
[
43.169969,
44.166667,
42.17119,
43.169969,
44.166667,
42.17119
],
[
1.501103,
1.60709,
1.419759,
1.305608,
1.438653,
1.218551
],
[
115459,
115459,
57221,
186900,
186900,
138521
],
[
-40200,
-40200,
-32106,
-109586,
-51313,
-109586
],
[
23,
22,
24,
23,
22,
24
],
[
32,
31,
34,
32,
31,
34
],
[
16,
16,
16,
16,
16,
16
],
[
22539,
10986,
11553,
22539,
10986,
11553
],
[
0,
0,
11.247222,
0,
0,
11.247222
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-54386,
302530,
-336480,
-576064,
-164187,
-578406
]
]
}
{
"trading_pair": "CRV_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22609,
"evaluation_days": 1884.08,
"actual_first_datapoint_time": 1597464000000,
"first_datapoint_time": 1597708800000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760291759974,
"expiration_time": 1766145052800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 31,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|